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We consider the use of pricing as a regulatory mechanism when an unknown number of autonomous agents compete for access to a shared resource (possibly limited in volume or capacity). In standard dynamic pricing control systems, an…

Optimization and Control · Mathematics 2025-11-24 Christopher King , Homayoun Hamedmoghadam , Christos G. Cassandras , Fabian R. Wirth , Robert N. Shorten

We investigate the optimal pricing strategy in a service-providing framework, where customers can leave the system prior to service completion. In this setting, a price is quoted to an incoming customer based on the current number of…

Optimization and Control · Mathematics 2026-05-05 Jieqi Di , Sigrún Andradóttir , Hayriye Ayhan

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak…

Data Structures and Algorithms · Computer Science 2022-09-20 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

We propose and solve a stochastic dynamic programming (DP) problem addressing the optimal provision of regulation service reserves (RSR) by controlling dynamic demand preferences in smart buildings. A major contribution over past dynamic…

Systems and Control · Computer Science 2017-07-26 Bowen Zhang , Michael C. Caramanis , John Baillieul

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

As an efficient way to integrate multiple distributed energy resources and the user side, a microgrid is mainly faced with the problems of small-scale volatility, uncertainty, intermittency and demand-side uncertainty of DERs. The…

Machine Learning · Computer Science 2022-11-14 Jinsong Sang , Hongbin Sun , Lei Kou

Nowadays the emerging smart grid technology opens up the possibility of two-way communication between customers and energy utilities. Demand Response Management (DRM) offers the promise of saving money for commercial customers and…

Systems and Control · Electrical Eng. & Systems 2022-03-07 Hossein Mohammadi Rouzbahani , Abolfazl Rahimnezhad , Hadis Karimipour

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

Systems and Control · Electrical Eng. & Systems 2021-09-15 Tianyu Zhao , Hanling Yi , Minghua Chen , Chenye Wu , Yunjian Xu

Buying and selling of data online has increased substantially over the last few years. Several frameworks have already been proposed that study query pricing in theory and practice. The key guiding principle in these works is the notion of…

Databases · Computer Science 2019-09-10 Shuchi Chawla , Shaleen Deep , Paraschos Koutris , Yifeng Teng

The electricity grid is expected to require vast investments due to the decarbonization-by-electrification trend, calling for a change in grid tariff design which provides proper incentives for reducing peak loads. However, price signals…

Optimization and Control · Mathematics 2022-06-29 Sigurd Bjarghov , Matthias Hofmann

In recent years, the implementation of the demand response (DR) programs in the power systems scheduling and operation is increased. DR is used to improve the consumers' and power providers economic condition. That said, optimal power flow…

Systems and Control · Electrical Eng. & Systems 2021-02-17 Sayyad Nojavan , Vafa Ajoulabadi , Tohid Khalili , Ali Bidram

Dynamic pricing schemes were introduced as an alternative to posted-price mechanisms. In contrast to static models, the dynamic setting allows to update the prices between buyer-arrivals based on the remaining sets of items and buyers, and…

Computer Science and Game Theory · Computer Science 2022-04-27 Kristóf Bérczi , Erika R. Bérczi-Kovács , Evelin Szögi

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Data Structures and Algorithms · Computer Science 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

Energy and pollution are urging problems of the 21th century. By gradually changing the actual power grid system, smart grid may evolve into different systems by means of size, elements and strategies, but its fundamental requirements and…

Optimization and Control · Mathematics 2025-12-19 Soufian Ben Amor , Alain Bui , Guillaume Guerard

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

The purpose of this paper is to study conflicting objectives between the grid operator and consumers in a future smart grid. Traditionally, customers in electricity grids have different demand profiles and it is generally assumed that the…

Optimization and Control · Mathematics 2012-12-11 Naveed Ul Hassan , Xiumin Wang , Shisheng Huang , Chau Yuen

The rapid deployment of distributed energy resources (DERs) is one of the essential efforts to mitigate global climate change. However, a vast number of small-scale DERs are difficult to manage individually, motivating the introduction of…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Tao Tan , Rui Xie , Meng Yang , Yue Chen

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

Applications · Statistics 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron